The Lead-Lag Relationship Among Taiwan Market Index Commodities Volatilities
碩士 === 南華大學 === 企業管理學系管理科學碩博士班 === 106 === The spot market, the futures market and the option market all use the market index as the subject of the transaction. However, due to the difference in the market structure, the speed of the message transmission between the markets is different, and the L...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/p3kb4u |